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  • LRCX vs CG✓SelectedUSD · CGLRCX vs CG performance historyLatest closeAs of+5.12%09/04
Stock and ETF performance explorer

LRCX vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,705.9%
CG return
+351.2%
Excess return
+8,354.7%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+5.1%-1.6%+6.8%+6.0%
7D+1.9%-4.3%+6.2%+4.2%
30D+0.1%-5.1%+5.2%+2.4%
3M-8.5%+8.7%-17.2%-12.8%
6M+38.1%-9.2%+47.3%+44.0%
YTD+80.1%-18.9%+98.9%+97.3%
1Y+208.1%-25.6%+233.7%+251.9%
3Y+350.2%+57.3%+292.9%+242.1%
5Y+430.7%+10.2%+420.5%+365.5%
10Y+3,633.2%+364.2%+3,269.0%+1,744.7%
All+8,705.9%+351.2%+8,354.7%+4,235.5%

Cumulative growth

Daily Returns

Daily percentage return beside CG.

Daily Out/Under-Performance

Portfolio return minus CG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling